Canon 5D3 AEB and in-camera HDR issue?

I was shooting some dawn and dusk landscapes last week using the AEB function in camera, typically by going +/- 2 stops from 0 EV. But, when I zeroed out the AEB function and then attempted to shoot an in camera processed HDR image, the HDR function was greyed out (I.e. I couldn't get into it). If I powered the camera off and then back on, I was then able to shoot an HDR image....? Has anyone else experienced this? Is there something I'm not doing right when going from AEB to HDR?

FYI, going in the reverse was not an issue: AEB ==> HDR was a problem; HDR ==> AEB was not.

Re: Canon 5D3 AEB and in-camera HDR issue?

It seems strange to me that a professional camera would need an internal HDR function! I would expect that most persons at the level of photographic expertise demanding a 5D3 would do their HDR work in post processing!